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April 2019

Hierarchical Bayesian Network Model for Probabilistic Estimation of EV Battery Life

April 24, 2019 @ 3:00 pm - 4:00 pm

Mehdi Jafari (LIDS)

32 – LIDS Lounge

Title Talk: LIDS & Stats Tea Talk Speaker: Mehdi Jafari Affiliation: LIDS Abstract: Bayesian models are applied to probabilistic analysis of phenomena which deal with multiple external stochastic factors and unmeasurable variables. Considering the large amount of available data for the EV driving, recharging and grid services such as solar charging which contains uncertainties and measurement errors, and their hierarchical effect on the battery life, this application of Bayesian models can be useful for the aging probabilistic analysis. Causality is…

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Robust Estimation: Optimal Rates, Computation and Adaptation

April 26, 2019 @ 11:00 am - 12:00 pm

Chao Gao (University of Chicago)


Abstract: Chao Gao will discuss the problem of statistical estimation with contaminated data. In the first part of the talk, I will discuss depth-based approaches that achieve minimax rates in various problems. In general, the minimax rate of a given problem with contamination consists of two terms: the statistical complexity without contamination, and the contamination effect in the form of modulus of continuity. In the second part of the talk, I will discuss computational challenges of these depth-based estimators. An…

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On Coupling Methods for Nonlinear Filtering and Smoothing

April 30, 2019 @ 4:00 pm - 5:00 pm

Youssef Marzouk (MIT)


Title Talk: LIDS Seminar Speaker: Youssef Marzouk Affiliation: MIT Abstract: Bayesian inference for non-Gaussian state-space models is a ubiquitous problem with applications ranging from geophysical data assimilation to mathematical finance. We will discuss how deterministic couplings between probability distributions enable new solutions to this problem. We first consider filtering in high-dimensional models with nonlinear (potentially chaotic) dynamics and sparse observations in space and time. While the ensemble Kalman filter (EnKF) yields robust ensemble approximations of the filtering distribution in this…

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May 2019

Stochastics and Statistics Seminar Series

May 3, 2019 @ 11:00 am - 12:00 pm

Tracy Ke (Harvard University)


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Design and Analysis of Two-Stage Randomized Experiments

May 7, 2019 @ 4:00 pm - 5:00 pm

Kosuke Imai (Harvard University)


Abstract: In many social science experiments, subjects often interact with each other and as a result, one unit's treatment can influence the outcome of another unit. Over the last decade, a significant progress has been made towards causal inference in the presence of such interference between units. In this talk, we will discuss two-stage randomized experiments, which enable the identification of the average spillover effects as well as that of the average direct effect of one's own treatment. In particular,…

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Counting and sampling at low temperatures

May 10, 2019 @ 8:00 am - 5:00 pm

Will Perkins (University of Illinois at Chicago)


Abstract: We consider the problem of efficient sampling from the hard-core and Potts models from statistical physics. On certain families of graphs, phase transitions in the underlying physics model are linked to changes in the performance of some sampling algorithms, including Markov chains. We develop new sampling and counting algorithms that exploit the phase transition phenomenon and work efficiently on lattices (and bipartite expander graphs) at sufficiently low temperatures in the phase coexistence regime. Our algorithms are based on Pirogov-Sinai…

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Data Science and Big Data Analytics: Making Data-Driven Decisions

May 13, 2019

Developed by 11 MIT faculty members at IDSS, this seven-week course is specially designed for data scientists, business analysts, engineers and technical managers looking to learn strategies to harness data. Offered by MIT xPRO. Course begins May 13, 2019.

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Learning Engines for Healthcare: Using Machine Learning to Transform Clinical Practice and Discovery

May 14, 2019 @ 4:00 pm - 5:00 pm

Mihaela van der Schaar (University of California, Los Angeles)


Title Talk: LIDS Seminar Speaker: Mihaela van der Schaar Affiliation: University of California, Los Angeles Abstract: The overarching goal of my research is to develop cutting-edge machine learning, AI and operations research theory, methods, algorithms, and systems to understand the basis of health and disease; develop methodology to catalyze clinical research; support clinical decisions through individualized medicine; inform clinical pathways, better utilize resources & reduce costs; and inform public health. To do this, Prof. van der Schaar is creating what she…

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Conference on Synthetic Controls and Related Methods

May 20, 2019 - May 21, 2019


Organizers are Alberto Abadie (MIT), Victor Chernozhukov (MIT), and Guido Imbens (Stanford University). The program is posted here. Participation by invitation only.

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